A note on uniform approximation to distributions of extreme order statistics (Q1057588)
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scientific article; zbMATH DE number 3898010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on uniform approximation to distributions of extreme order statistics |
scientific article; zbMATH DE number 3898010 |
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A note on uniform approximation to distributions of extreme order statistics (English)
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1983
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The error bound of an approximation to the distribution of the k-th largest order statistic as established by the second author [Adv. Appl. Probab. 13, 533-547 (1981; Zbl 0469.60025)] is improved by making use of an asymptotic expansion of length two given in the quoted paper.
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uniform approximation to distributions of extreme order statistics
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error bound
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k-th largest order statistic
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asymptotic expansion
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